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DWDLargeR: Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination
Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) <arXiv:1604.05473> for more details.
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Package details |
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| Author | Xin-Yee Lam, J.S. Marron, Defeng Sun, and Kim-Chuan Toh |
| Maintainer | Kim-Chuan Toh <mattohkc@nus.edu.sg> |
| License | GPL-2 |
| Version | 0.1-0 |
| URL | https://arxiv.org/pdf/1604.05473.pdf |
| Package repository | View on CRAN |
| Installation |
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